time   open   high    low  close    Volume  return_percent  year  \
0 2011-08-18  10.90  10.90  10.90  10.90  0.489908        0.000000  2011   
1 2011-08-19  11.85  11.85  11.15  11.69  1.926578       -1.350211  2011   
2 2011-08-20  11.70  11.70  11.70  11.70  0.085470        0.000000  2011   
3 2011-08-21  11.70  11.70  11.70  11.70  0.085470        0.000000  2011   
4 2011-08-22  11.70  11.70  11.70  11.70  0.028632        0.000000  2011   

  cycle_year  
0      Year3  
1      Year3  
2      Year3  
3      Year3  
4      Year3  
           time      open      high       low     close       Volume  \
4978 2025-05-07   96815.0   97717.0   95823.0   97054.0  1333.272379   
4979 2025-05-08   97059.0  104159.0   96907.0  103261.0  2303.463144   
4980 2025-05-09  103234.0  104332.0  102350.0  102991.0  1336.085909   
4981 2025-05-10  102992.0  104985.0  102845.0  104809.0   624.265066   
4982 2025-05-11  104809.0  104958.0  103369.0  104116.0   404.717758   

      return_percent  year cycle_year  
4978        0.246863  2025      Year1  
4979        6.389928  2025      Year1  
4980       -0.235388  2025      Year1  
4981        1.764215  2025      Year1  
4982       -0.661203  2025      Year1  
        time   open   high    low  close    Volume  return_percent  year  \
0 2011-08-18  10.90  10.90  10.90  10.90  0.489908        0.000000  2011   
1 2011-08-19  11.85  11.85  11.15  11.69  1.926578       -1.350211  2011   
2 2011-08-20  11.70  11.70  11.70  11.70  0.085470        0.000000  2011   
3 2011-08-21  11.70  11.70  11.70  11.70  0.085470        0.000000  2011   
4 2011-08-22  11.70  11.70  11.70  11.70  0.028632        0.000000  2011   

  cycle_year  
0      Year3  
1      Year3  
2      Year3  
3      Year3  
4      Year3  
           time     open     high      low    close       Volume  \
4916 2025-03-06  90590.0  92790.0  87835.0  89918.0  2169.689725   
4917 2025-03-07  89922.0  91277.0  84713.0  86759.0  3286.780155   
4918 2025-03-08  86754.0  86861.0  85190.0  86192.0   579.749111   
4919 2025-03-09  86204.0  86469.0  80000.0  80708.0  1710.183049   
4920 2025-03-10  80728.0  84007.0  77393.0  78561.0  2977.792688   

      return_percent  year cycle_year  
4916       -0.741804  2025      Year1  
4917       -3.517493  2025      Year1  
4918       -0.647809  2025      Year1  
4919       -6.375574  2025      Year1  
4920       -2.684323  2025      Year1  
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Best Win Rate Strategies for May 11:

LONG Position: Hold for 9 days until May 20
   Expected return: +2.49%, Win rate: 76.9%
   Based on 13 historical instances over 13 years

SHORT Position: Hold for 1 days until May 12
   Expected return: -1.56%, Win rate: 61.5% (for price going down)
   Based on 13 historical instances over 13 years

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Analysis includes 330 periods from 15 years

Median Returns by Half-Month (Sorted):
1. 2H_October: 8.60% (n=14)
2. 1H_February: 5.59% (n=14)
3. 1H_March: 5.42% (n=14)
4. 2H_November: 5.13% (n=14)
5. 2H_July: 4.82% (n=13)
6. 2H_February: 4.67% (n=14)
7. 2H_April: 4.63% (n=14)
8. 1H_January: 3.90% (n=14)
9. 1H_April: 3.26% (n=14)
10. 1H_November: 3.18% (n=14)
11. 1H_October: 2.92% (n=14)
12. 2H_May: 1.88% (n=13)
13. 2H_March: 1.14% (n=14)
14. 2H_January: 1.03% (n=14)
15. 1H_July: 0.58% (n=13)
16. 2H_September: 0.49% (n=14)
17. 1H_December: 0.43% (n=14)
18. 1H_August: 0.32% (n=13)
19. 1H_May: 0.29% (n=14)
20. 2H_June: -0.08% (n=13)
21. 1H_June: -0.10% (n=13)
22. 1H_September: -0.94% (n=14)
23. 2H_December: -2.92% (n=14)
24. 2H_August: -3.19% (n=14)
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Analysis includes 81 periods from 4 years matching cycle Year 1

Median Returns by Half-Month (Sorted):
1. 2H_November: 36.38% (n=3)
2. 1H_October: 31.29% (n=3)
3. 2H_July: 30.12% (n=3)
4. 1H_February: 18.97% (n=4)
5. 2H_May: 17.39% (n=3)
6. 1H_March: 14.25% (n=4)
7. 2H_April: 13.96% (n=4)
8. 2H_August: 13.94% (n=3)
9. 1H_November: 13.36% (n=3)
10. 1H_August: 13.35% (n=3)
11. 2H_October: 13.20% (n=3)
12. 2H_January: 9.59% (n=4)
13. 1H_January: 7.46% (n=4)
14. 2H_February: 6.05% (n=4)
15. 1H_June: 5.52% (n=3)
16. 1H_April: 4.48% (n=4)
17. 2H_March: 1.77% (n=4)
18. 2H_September: 0.71% (n=3)
19. 1H_September: -1.99% (n=3)
20. 1H_May: -5.80% (n=4)
21. 1H_July: -9.16% (n=3)
22. 2H_June: -9.96% (n=3)
23. 1H_December: -14.29% (n=3)
24. 2H_December: -15.08% (n=3)
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half_month return_mean return_median count years_spanned rank rank_norm
0 2H_November 65.894338 36.381546 3 3 1 0.000000
1 1H_November 39.815261 13.362262 3 3 2 0.043478
2 1H_October 28.340994 31.289455 3 3 3 0.086957
3 2H_April 27.079617 13.958803 4 4 4 0.130435
4 2H_July 26.623236 30.121434 3 3 5 0.173913
5 2H_March 23.359985 1.765370 4 4 6 0.217391
6 1H_August 19.728072 13.350813 3 3 7 0.260870
7 1H_February 19.507309 18.968256 4 4 8 0.304348
8 2H_October 18.409213 13.200221 3 3 9 0.347826
9 1H_March 17.101333 14.246913 4 4 10 0.391304
10 2H_August 14.904269 13.941550 3 3 11 0.434783
11 2H_January 13.472003 9.592011 4 4 12 0.478261
12 1H_December 12.899921 -14.292177 3 3 13 0.521739
13 2H_May 10.652228 17.391703 3 3 14 0.565217
14 1H_January 6.680892 7.463209 4 4 15 0.608696
15 2H_February 5.186591 6.052752 4 4 16 0.652174
16 2H_September 2.866668 0.709955 3 3 17 0.695652
17 1H_April -1.005480 4.480056 4 4 18 0.739130
18 1H_May -1.818138 -5.801529 4 4 19 0.782609
19 1H_June -2.967880 5.522169 3 3 20 0.826087
20 2H_June -7.018780 -9.956753 3 3 21 0.869565
21 1H_September -7.213268 -1.985927 3 3 22 0.913043
22 1H_July -8.115748 -9.158832 3 3 23 0.956522
23 2H_December -13.704110 -15.079236 3 3 24 1.000000
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Half-Month All-Time High Rankings:

Rank Period              ATH Count   % of Days   Unique Years
------------------------------------------------------------
1    November_2H         27          12.98%      5           
2    November_1H         23          11.11%      4           
3    March_1H            16          7.62%      4           
4    February_2H         14          7.53%      3           
5    February_1H         14          6.67%      2           
6    December_2H         13          5.83%      3           
7    December_1H         11          5.29%      3           
8    April_1H            9           4.29%      2           
9    May_1H              8           3.94%      1            <-- WE ARE HERE
10   August_1H           8           4.10%      1           
11   March_2H            8           3.57%      1           
12   May_2H              7           3.37%      1            <-- NEXT
13   January_2H          6           2.68%      2           
14   January_1H          6           2.90%      1           
15   August_2H           6           2.78%      3           
16   October_2H          5           2.29%      2           
17   June_1H             3           1.54%      1           
18   October_1H          2           0.97%      1           
19   September_1H        2           0.98%      1           
20   April_2H            1           0.48%      1           
21   July_1H             0           0.00%      0           
22   July_2H             0           0.00%      0           
23   June_2H             0           0.00%      0           
24   September_2H        0           0.00%      0           

Total All-Time Highs: 189
Current Period: May_1H (Rank #9)
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Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024

Historical Year-End Returns (Full Year):
2013 (Cycle Year 1): +5437.07%
2017 (Cycle Year 1): +1291.13%
2020 (Cycle Year 4): +303.87%
2012 (Cycle Year 4): +164.80%
2023 (Cycle Year 3): +154.34%
2016 (Cycle Year 4): +122.74%
2024 (Cycle Year 4): +111.33%
2019 (Cycle Year 3): +87.48%
2021 (Cycle Year 1): +57.18%
2015 (Cycle Year 3): +37.31%
2014 (Cycle Year 2): -57.44%
2011 (Cycle Year 3): -57.98%
2022 (Cycle Year 2): -65.41%
2018 (Cycle Year 2): -72.53%

Average Year-End Return: +536.71%
Median Year-End Return: +111.33%

Returns by Cycle Year:
Cycle Year 1 (years: 2013, 2017, 2021):
  Average: +2261.79%
  Sample size: 3 years
Cycle Year 2 (years: 2014, 2022, 2018):
  Average: -65.12%
  Sample size: 3 years
Cycle Year 3 (years: 2023, 2019, 2015, 2011):
  Average: +55.29%
  Sample size: 4 years
Cycle Year 4 (years: 2020, 2012, 2016, 2024):
  Average: +175.69%
  Sample size: 4 years
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Bitcoin Period Performance Analysis
Current date: 2025-05-10
Current cycle year: 1
Using all cycle years
Including current cycle: True
Sorting by: median

==================================================


1-Month Period Performance Rankings:
| 1-Month Period   | Average % Change   | Median % Change   | % Higher   | Current   | C1 Avg   | C2 Avg   | C3 Avg   | C4 Avg   |
|:-----------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------|
| July             | 11.9%              | 16.3%             | 69.2%      |           | 19.4%    | 11.4%    | 0.4%     | 15.2%    |
| October          | 14.7%              | 14.6%             | 71.4%      |           | 44.7%    | -3.4%    | 8.1%     | 12.5%    |
| February         | 10.9%              | 11.6%             | 64.3%      |           | 26.1%    | -2.1%    | 6.5%     | 8.7%     |
| November         | 39.7%              | 10.5%             | 64.3%      |           | 165.0%   | -12.5%   | -0.1%    | 24.7%    |
| May              | 10.9%              | 6.9%              | 61.5%      | ✓         | 13.1%    | 0.5%     | 18.9%    | 11.1%    |
| April            | 9.3%               | 5.2%              | 64.3%      |           | 16.8%    | 3.5%     | 8.6%     | 6.7%     |
| December         | 7.3%               | 2.3%              | 50.0%      |           | -4.7%    | -9.4%    | 14.6%    | 21.6%    |
| June             | 0.8%               | 1.6%              | 53.8%      |           | -10.9%   | -15.5%   | 18.9%    | 8.3%     |
| January          | 3.6%               | 1.3%              | 50.0%      |           | 18.1%    | -12.5%   | -0.8%    | 4.3%     |
| March            | 9.4%               | -3.0%             | 42.9%      |           | 45.0%    | -18.0%   | 7.5%     | -4.2%    |
| September        | -5.2%              | -5.8%             | 35.7%      |           | -8.6%    | -9.8%    | -12.1%   | 7.7%     |
| August           | 2.7%               | -7.7%             | 30.8%      |           | 41.4%    | -13.8%   | -12.8%   | -2.4%    |

--------------------------------------------------
Color Key:
≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%



2-Month Period Performance Rankings:
| 2-Month Period    | Average % Change   | Median % Change   | % Higher   | Current   | C1 Avg   | C2 Avg   | C3 Avg   | C4 Avg   |
|:------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------|
| November-December | 39.2%              | 27.1%             | 64.3%      |           | 114.6%   | -20.7%   | 16.6%    | 50.0%    |
| October-November  | 77.8%              | 19.7%             | 64.3%      |           | 308.3%   | -17.6%   | 12.5%    | 41.9%    |
| September-October | 10.6%              | 19.0%             | 71.4%      |           | 37.4%    | -13.1%   | 1.1%     | 17.9%    |
| June-July         | 10.4%              | 11.3%             | 69.2%      |           | 2.6%     | -8.9%    | 18.0%    | 25.2%    |
| February-March    | 33.2%              | 10.2%             | 64.3%      |           | 109.7%   | -16.5%   | 15.6%    | 7.2%     |
| April-May         | 21.1%              | 10.0%             | 61.5%      |           | 32.6%    | 3.2%     | 31.7%    | 18.1%    |
| May-June          | 14.7%              | 8.5%              | 69.2%      | ✓         | 4.8%     | -12.9%   | 41.5%    | 22.9%    |
| December-January  | 13.6%              | 7.6%              | 64.3%      |           | -18.1%   | -7.9%    | 23.1%    | 44.0%    |
| July-August       | 15.6%              | 4.3%              | 53.8%      |           | 62.7%    | -3.4%    | -11.8%   | 15.1%    |
| March-April       | 24.6%              | 2.4%              | 57.1%      |           | 85.2%    | -17.1%   | 17.8%    | 0.5%     |
| January-February  | 16.6%              | 0.1%              | 50.0%      |           | 54.1%    | -20.0%   | 6.4%     | 14.3%    |
| August-September  | 0.6%               | -8.8%             | 38.5%      |           | 33.0%    | -21.5%   | -15.1%   | 4.4%     |

--------------------------------------------------
Color Key:
≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%



3-Month Period Performance Rankings:
| 3-Month Period             | Average % Change   | Median % Change   | % Higher   | Current   | C1 Avg   | C2 Avg   | C3 Avg   | C4 Avg   |
|:---------------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------|
| October-November-December  | 72.8%              | 30.0%             | 57.1%      |           | 229.3%   | -24.9%   | 28.2%    | 73.3%    |
| September-October-November | 72.3%              | 27.7%             | 64.3%      |           | 291.9%   | -26.7%   | 6.9%     | 47.2%    |
| November-December-January  | 46.2%              | 26.4%             | 78.6%      |           | 103.7%   | -22.1%   | 23.3%    | 77.4%    |
| May-June-July              | 24.2%              | 23.1%             | 69.2%      | ✓         | 20.4%    | -9.3%    | 38.9%    | 41.0%    |
| December-January-February  | 30.0%              | 17.5%             | 57.1%      |           | -23.8%   | -1.6%    | 34.7%    | 89.5%    |
| August-September-October   | 23.0%              | 15.0%             | 69.2%      |           | 100.1%   | -24.2%   | 5.1%     | 14.0%    |
| February-March-April       | 54.6%              | 12.3%             | 64.3%      |           | 172.6%   | -15.0%   | 26.9%    | 9.6%     |
| March-April-May            | 35.2%              | 10.6%             | 69.2%      |           | 110.9%   | -16.4%   | 42.8%    | 11.3%    |
| April-May-June             | 26.1%              | 7.0%              | 61.5%      |           | 24.2%    | -9.8%    | 57.9%    | 30.7%    |
| June-July-August           | 13.4%              | 2.8%              | 53.8%      |           | 41.4%    | -21.1%   | 3.9%     | 25.6%    |
| July-August-September      | 13.8%              | 1.0%              | 61.5%      |           | 53.1%    | -11.3%   | -13.9%   | 23.8%    |
| January-February-March     | 52.1%              | -3.2%             | 42.9%      |           | 180.5%   | -31.0%   | 18.8%    | 11.1%    |

--------------------------------------------------
Color Key:
≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%



6-Month Period Performance Rankings:
| 6-Month Period     | Average % Change   | Median % Change   | % Higher   | Current   | C1 Avg   | C2 Avg   | C3 Avg   | C4 Avg   |
|:-------------------|:-------------------|:------------------|:-----------|:----------|:---------|:---------|:---------|:---------|
| September-February | 85.0%              | 69.0%             | 64.3%      |           | 139.7%   | -26.3%   | 44.0%    | 168.4%   |
| October-March      | 124.7%             | 52.9%             | 71.4%      |           | 103.3%   | -8.9%    | 51.8%    | 313.9%   |
| December-May       | 112.2%             | 51.2%             | 69.2%      |           | -36.4%   | 42.5%    | 49.9%    | 413.7%   |
| August-January     | 104.4%             | 43.3%             | 61.5%      |           | 333.1%   | -39.8%   | 21.5%    | 103.2%   |
| July-December      | 127.4%             | 43.2%             | 69.2%      |           | 426.4%   | -35.2%   | 24.4%    | 102.2%   |
| June-November      | 109.0%             | 42.4%             | 69.2%      |           | 379.0%   | -43.2%   | 32.5%    | 77.9%    |
| November-April     | 135.9%             | 40.2%             | 71.4%      |           | 40.3%    | -0.5%    | 38.0%    | 407.6%   |
| May-October        | 55.5%              | 34.3%             | 76.9%      | ✓         | 147.7%   | -34.6%   | 43.3%    | 63.0%    |
| January-June       | 78.6%              | 32.2%             | 69.2%      |           | 247.8%   | -41.9%   | 82.8%    | 38.8%    |
| February-July      | 73.3%              | 25.3%             | 76.9%      |           | 199.0%   | -27.4%   | 80.7%    | 49.2%    |
| March-August       | 58.6%              | 9.7%              | 53.8%      |           | 183.8%   | -35.4%   | 50.2%    | 41.6%    |
| April-September    | 42.7%              | -3.2%             | 46.2%      |           | 98.1%    | -26.5%   | 30.4%    | 62.2%    |

--------------------------------------------------
Color Key:
≥ 20% ≥ 10% > 0% > -10% > -20% ≤ -20%


Using synthetic data for demonstration
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   weekday weekday_name  avg_gain_pct  std_gain_pct  total_days  \
0        0       Monday      0.535037      4.004729         540   
1        1      Tuesday      0.105019      3.645714         539   
2        2    Wednesday      0.245725      3.943206         539   
3        3     Thursday      0.121898      4.393183         540   
4        4       Friday      0.310480      3.609852         540   
5        5     Saturday      0.212510      2.825695         540   
6        6       Sunday      0.029678      2.873998         540   

   positive_days  negative_days  pct_positive_days  min_gain_pct  max_gain_pct  
0            286            253          52.962963    -16.073072     19.413481  
1            279            260          51.762523    -16.163856     18.522326  
2            279            260          51.762523    -24.492313     16.669621  
3            269            271          49.814815    -39.146637     26.904317  
4            297            243          55.000000    -16.191363     16.637404  
5            299            241          55.370370    -11.922514     14.472415  
6            270            270          50.000000    -11.211656     12.981584  
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C:\Users\Chris\AppData\Local\Temp\ipykernel_20452\2185371120.py:366: UserWarning: This figure includes Axes that are not compatible with tight_layout, so results might be incorrect.
  fig.tight_layout(rect=[0, 0.03, 1, 0.97])
Returns after 93rd Percentile ATH Signal:
  Signal Date  30d Return (%)  90d Return (%)  180d Return (%)  \
0  2013-03-31           45.48           -7.46            32.03   
1  2013-11-30          -34.23          -50.88           -48.89   
2  2017-06-30           11.23           69.74           523.20   
3  2017-12-31          -28.16          -50.08           -55.30   
4  2021-01-31           46.39           74.56            27.44   
5  2024-12-31           12.16          -11.61              NaN   
0     Average            8.81            4.04            95.70   
1      Median           11.70           -9.54            27.44   
2  % Positive           66.67           33.33            50.00   

   365d Return (%)  
0           373.04  
1           -66.33  
2           159.00  
3           -73.39  
4            16.14  
5              NaN  
0            81.69  
1            16.14  
2            50.00  
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Running forward returns and drawdowns analysis...
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Generating detailed log price chart analysis...
Current rolling 30-day return: 24.86% (as of 2025-05-11)
Looking for instances within range: 23.86% to 25.86%
Found 35 non-overlapping instances


Summary Statistics for Forward Returns:

+30 Days Forward Return:
  Average: 9.56%
  Median:  1.85%
  Min:     -51.61%
  Max:     81.60%
  % Positive: 51.4%

+90 Days Forward Return:
  Average: 71.21%
  Median:  22.55%
  Min:     -60.00%
  Max:     759.05%
  % Positive: 65.7%

+180 Days Forward Return:
  Average: 157.06%
  Median:  52.16%
  Min:     -61.10%
  Max:     820.33%
  % Positive: 62.9%

+365 Days Forward Return:
  Average: 527.34%
  Median:  125.60%
  Min:     -77.60%
  Max:     5922.38%
  % Positive: 77.1%

Breakdown by Cycle Year:

Year1 (10 instances):
  +30d: Avg=15.41%, Median=3.45%, %Pos=50.0%
  +90d: Avg=197.35%, Median=112.35%, %Pos=80.0%
  +180d: Avg=337.45%, Median=239.22%, %Pos=70.0%
  +365d: Avg=824.59%, Median=437.58%, %Pos=70.0%

Year2 (6 instances):
  +30d: Avg=-13.54%, Median=-16.95%, %Pos=16.7%
  +90d: Avg=-29.68%, Median=-36.96%, %Pos=16.7%
  +180d: Avg=-37.31%, Median=-38.15%, %Pos=0.0%
  +365d: Avg=-31.09%, Median=-43.88%, %Pos=33.3%

Year3 (8 instances):
  +30d: Avg=8.34%, Median=2.31%, %Pos=62.5%
  +90d: Avg=20.07%, Median=17.87%, %Pos=62.5%
  +180d: Avg=34.12%, Median=47.91%, %Pos=62.5%
  +365d: Avg=84.16%, Median=103.59%, %Pos=87.5%

Year4 (11 instances):
  +30d: Avg=18.25%, Median=16.56%, %Pos=63.6%
  +90d: Avg=60.24%, Median=27.72%, %Pos=81.8%
  +180d: Avg=204.91%, Median=90.33%, %Pos=90.9%
  +365d: Avg=911.05%, Median=356.45%, %Pos=100.0%
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=============== ANALYSIS SUMMARY ===============
Current 30-day return: 24.86%
Number of similar historical instances found: 35

Optimal holding period: 355 days
  % Positive: 79.41%
  Average return: 583.49%
Filtering analysis to cycle years: Year1
Running forward returns and drawdowns analysis...
Filtered data to include only cycle years: ['Year1']
Remaining data points: 1226
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Generating detailed log price chart analysis...
Filtered data to include only cycle years: ['Year1']
Remaining data points: 1226
Current rolling 30-day return: 24.86% (as of 2025-05-11)
Filtered to cycle years: Year1
Looking for instances within range: 23.86% to 25.86%
Found 10 non-overlapping instances


Summary Statistics for Forward Returns:

+30 Days Forward Return:
  Average: 6.66%
  Median:  2.83%
  Min:     -28.46%
  Max:     36.32%
  % Positive: 50.0%

+90 Days Forward Return:
  Average: 129.99%
  Median:  67.08%
  Min:     -35.26%
  Max:     759.05%
  % Positive: 80.0%

+180 Days Forward Return:
  Average: 323.98%
  Median:  239.22%
  Min:     -18.88%
  Max:     820.33%
  % Positive: 70.0%

+365 Days Forward Return:
  Average: 613.47%
  Median:  496.04%
  Min:     -20.01%
  Max:     1281.45%
  % Positive: 70.0%
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=============== ANALYSIS SUMMARY ===============
Current 30-day return: 24.86%
Number of similar historical instances found: 10
Analysis filtered to cycle years: Year1

Optimal holding period: 250 days
  % Positive: 88.89%
  Average return: 366.72%